-99.9%
VSME vs SPY
+85.5%
-185.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.7% | -6.6% |
| 7D | -6.3% | +0.5% | -6.8% | -6.8% |
| 30D | -20.3% | -0.9% | -19.4% | -19.4% |
| 3M | +24.2% | +3.9% | +20.3% | +18.6% |
| 6M | -19.0% | +14.5% | -33.5% | -31.7% |
| YTD | -52.7% | +12.9% | -65.6% | -58.7% |
| 1Y | -98.0% | +19.4% | -117.4% | -98.4% |
| All | -99.9% | +85.5% | -185.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling